A Problem of Control of Random Processes
| Autor: | Derieva, E., Pepelyaeva, T. |
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| Zdroj: | Cybernetics and Systems Analysis; January 2004, Vol. 40 Issue: 1 p97-101, 5p |
| Abstrakt: | A control problem for a random process depending additively on the fractional Brownian motion with the Hurst parameter H∈ (1/2, 1) is analyzed. |
| Databáze: | Supplemental Index |
| Externí odkaz: |
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